Hi Olsen,
I had the same problem (ubuntu 10.04 & pd-0.43-0).
This is what I did to solve it:
Remove the existing bin-folder of the previous version (pd-0.42-5 (vanilla));
$ sudo rm -r /usr/local/lib/pd/bin
install the new version;
$ cd ~pd/src/pd-0.43-0/src
$ ./configure --enable-jack
$ sudo make && make install
create a tcl-folder at /usr/local/lib/pd/
and copy pd-gui.tcl
$ mkdir tcl
$ sudo cp ~pd/src/pd-0.43-0/tcl/pd-gui.tcl /usr/local/lib/pd/tcl/
Pd started complaining about pd_connect so I decided to copy the whole tcl-folder.
$ sudo cp ~pd/src/pd-0.43-0/tcl/* /usr/local/lib/pd/tcl/
After that executing ``pd'' worked.
I hope this information might be helpful.
Funs